HSI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	13.0786	4.88
$α$	0.1320	26.38
$β$	0.9587	112.45
$ν$	3.0177	20.81

V-Lab

Wang On Properties Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:74.36% (-0.68%)

Date Range:

Parameter Estimates

Other Wang On Properties Ltd Analyses